Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-26 10.766343 12.347312 14.047342 16.007399 18.200822 20.575605 23.337058
2025-11-02 8.369710 10.499560 12.966730 16.019761 19.678924 23.905411 29.137140
2025-11-09 7.193318 9.561344 12.437854 16.158966 20.811590 26.400665 33.582473
2025-11-16 6.196217 8.686807 11.846391 16.100656 21.624210 28.492787 37.610794
2025-11-23 5.402016 7.940755 11.287152 15.953119 22.211454 30.226807 41.164417
2025-11-30 4.845412 7.437044 10.973772 16.062063 23.086858 32.320649 45.227883
2025-12-07 4.493711 7.170586 10.938749 16.512612 24.405535 35.018055 50.164869
2025-12-14 3.998628 6.638356 10.472865 16.305240 24.775688 36.422683 53.389945
2025-12-21 3.443497 5.954302 9.720555 15.613220 24.391402 36.734247 55.084057
2025-12-28 3.240656 5.795133 9.729259 16.027839 25.605412 39.316148 60.032901
2026-01-04 3.027832 5.596540 9.655959 16.302050 26.610408 41.623698 64.662793
2026-01-11 2.754444 5.269204 9.350797 16.188339 27.010334 43.049533 68.050998
2026-01-18 2.490852 4.937621 9.019509 16.019986 27.329940 44.390909 71.406664
2026-01-25 2.289067 4.694688 8.814171 16.037463 27.934551 46.179204 75.494268
2026-02-01 2.129904 4.511492 8.691581 16.174945 28.723663 48.263471 80.085337
2026-02-08 1.954542 4.279691 8.464907 16.117253 29.184199 49.845406 83.950349
2026-02-15 1.783342 4.037568 8.198963 15.969345 29.478236 51.163363 87.435103
2026-02-22 1.665169 3.887743 8.086690 16.078472 30.199705 53.178114 92.071614
2026-03-01 1.602159 3.843653 8.165350 16.529387 31.518690 56.198733 98.402501
2026-03-08 1.461608 3.622886 7.892558 16.321844 31.682828 57.328517 101.714329
2026-03-15 1.278820 3.290826 7.377465 15.629206 30.952591 56.936852 102.516763
2026-03-22 1.233389 3.257689 7.448997 16.044194 32.212366 59.921365 108.971818
2026-03-29 1.176100 3.191640 7.448552 16.318647 33.225828 62.516914 114.851793